+99.1%
STM vs XLU
+3.1%
+95.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | -1.4% | -1.6% | +0.2% | -0.9% |
| 30D | -4.9% | -3.3% | -1.6% | -3.9% |
| 3M | -34.0% | -3.2% | -30.8% | -34.0% |
| 6M | +51.8% | -7.0% | +58.8% | +54.3% |
| YTD | +99.4% | +0.6% | +98.7% | +96.4% |
| 1Y | +99.1% | +2.4% | +96.6% | +98.9% |
| All | +99.1% | +3.1% | +95.9% | +98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded XLU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling